OXY Moves

Occidental Petroleum Corporation OXY 56.36 -0.97 -1.69%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $56.41

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.6% ±$0.88	$55.53 – $57.29	$55.35 – $57.46	$54.52 – $58.29
2 sessions	±2.2% ±$1.22	$55.18 – $57.63	$54.92 – $57.89	$53.77 – $59.04
3 sessions Earnings	±6.0% ±$3.38	$53.02 – $59.79	$52.24 – $60.57	$49.15 – $63.66
1 week Earnings	±6.5% ±$3.67	$52.73 – $60.08	$51.85 – $60.96	$48.69 – $64.12
2 weeks Earnings	±7.5% ±$4.22	$52.18 – $60.63	$51.19 – $61.62	$47.50 – $65.31
3 weeks Earnings	±8.3% ±$4.68	$51.72 – $61.09	$50.60 – $62.21	$46.55 – $66.26
1 month Earnings	±9.2% ±$5.17	$51.23 – $61.58	$49.98 – $62.83	$45.51 – $67.30

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. OXY reports in 3 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±4.32%

Average actual move

4.33%

Beyond the implied move

2 / 6

Median IV change

-17.18%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 06, 2026	±4.18%	+4.14%	0.99×	40.6% → 36.8%
May 06, 2026	±4.63%	-7.11%	1.54×	47.5% → 38.1%
August 07, 2025	±4.08%	+2.47%	0.61×	38.4% → 32.4%
May 08, 2025	±3.87%	+6.23%	1.61×	43.0% → 40.4%
February 19, 2025	±4.55%	+4.40%	0.97×	35.6% → 28.4%
November 13, 2024	±4.64%	+1.65%	0.36×	35.1% → 28.5%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →